-39.5%
OWL vs BN
-13.5%
-26.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.7% | -2.7% |
| 7D | -11.9% | -5.9% | -6.0% | -6.2% |
| 30D | -13.7% | -15.1% | +1.4% | +2.2% |
| 3M | +12.3% | -14.6% | +26.8% | +32.4% |
| 6M | +15.0% | -8.4% | +23.4% | +28.0% |
| YTD | -25.7% | -16.8% | -8.9% | -9.1% |
| 1Y | -39.5% | -14.4% | -25.1% | -29.0% |
| All | -39.5% | -13.5% | -26.0% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling